+4,553.3%
CRS vs SPXS
-100.0%
+4,653.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | +0.7% |
| 7D | -0.5% | +1.2% | -1.8% | +0.2% |
| 30D | -18.1% | +5.2% | -23.3% | -15.7% |
| 3M | -12.4% | -9.2% | -3.3% | -15.6% |
| 6M | +15.9% | -29.6% | +45.5% | -0.1% |
| YTD | +45.8% | -27.6% | +73.5% | +28.3% |
| 1Y | +87.8% | -36.7% | +124.5% | +56.2% |
| 3Y | +648.7% | -79.8% | +728.6% | +306.7% |
| 5Y | +1,416.6% | -85.9% | +1,502.5% | +775.0% |
| 10Y | +1,412.7% | -99.5% | +1,512.2% | +164.4% |
| All | +4,553.3% | -100.0% | +4,653.3% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling